Forecasting of random sequences and Prony decomposition of finance data

DOI10.1515/ANLY-2015-5008MaRDI QIDQ285614zbMATH OpenOpenAlexFDO

Authors R. R. Nigmatullin, José A. Tenreiro Machado

Publication date 19 May 2016

Published in Analysis (München) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/anly-2015-5008

zbMATH Keywords

Elliott's wavesforecasting of financial dataProny decomposition

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical smoothing, curve fitting (65D10) Statistical methods; risk measures (91G70)

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